Jimmy E. Hilliard

Journal of Financial and Quantitative Analysis · 2005

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Jimmy E. Hilliard trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan

Papers from Jimmy E. Hilliard's perspective

Ordered by how strongly the researchers Jimmy E. Hilliard trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  3. Specification Analysis of Affine Term Structure Models
  4. The Pricing of Options and Corporate Liabilities
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Term premia and interest rate forecasts in affine models
  7. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  8. Estimation of affine asset pricing models using the empirical characteristic function
  9. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  10. Post-'87 crash fears in the S&P 500 futures option market

Their papers